Order Flow Footprint Workspace

  • Utilità
  • Killian Roys
    Killian Roys
    I develop practical utilities for MetaTrader 5 focused on manual trading workflows, risk management, execution control and broker-aware safety checks.
  • Versione: 1.0
  • Attivazioni: 10
Order Flow Footprint Workspace is a read-only order-flow and market microstructure workspace for MetaTrader 5.

It transforms the tick data provided by your broker into an interactive session-based footprint view with price-level activity, profiles, historical navigation and diagnostics. The workspace automatically adapts to the information actually available in the broker feed and does not invent trade direction when the source data cannot support it.

MAIN FEATURES

• Footprint candles with SELL × BUY values at each price level when reliable trade direction is available.
• Quote Activity mode for feeds where true trade direction cannot be established reliably.
• Tick grouping: 1, 2, 5 and 10 ticks.
• Session-based footprint visualization with clear separation between individual footprint candles.
• Right-side activity / traded-volume profile.
• POC, VAH and VAL when legitimate traded-volume semantics are available.
• Delta and Cumulative Volume Delta when reliable directed trade information is available.
• Historical navigation with PREV, NEXT, direct DATE selection, intra-session VIEW navigation and direct TIME selection.
• GO LIVE for instant return to the current session.
• Persistent local session storage and automatic recovery after restart.
• Adjustable session start and end times.
• Configurable Value Area percentage.
• Data retention options of 7, 30 or 90 days.
• Responsive interface for large and compact chart layouts.
• Built-in diagnostics for feed capability, coverage, session, cache and runtime information.
• Optional support capture system for troubleshooting.
• No trade execution. The product is strictly read-only.

ADAPTIVE BROKER FEED HANDLING

Different brokers and symbols expose different tick information. Order Flow Footprint Workspace classifies the available feed and selects the safest compatible semantic mode.

DIRECTED TRADES

When reliable server-side trade direction information is available, the workspace can display:
• SELL × BUY footprint values
• Delta
• Cumulative Volume Delta
• Traded Volume Profile
• POC
• Value Area High
• Value Area Low

QUOTE ACTIVITY

When the feed does not provide enough information to establish true trade direction, the workspace switches to Quote Activity instead of creating artificial order-flow information.

In this mode the workspace can display:
• BID update activity
• ASK update activity
• Quote Activity footprint
• Activity Profile
• Activity Peak

Delta, CVD and traded-volume statistics are intentionally not displayed when they cannot be supported by the source data. This conservative behavior avoids presenting estimated quote activity as confirmed market trades.

HISTORICAL SESSIONS

The workspace stores collected session data locally and allows available sessions to be reopened and explored.

• PREV / NEXT — move between stored sessions
• DATE — open a specific available session
• < VIEW / VIEW > — move through different time windows inside the selected session
• TIME — jump directly to an available time
• GO LIVE — return to the current live session

The selected historical context remains consistent when changing the MetaTrader chart timeframe.

PROFILE

PROFILE ON displays the right-side profile. Depending on the semantic mode, it represents either:
• traded volume with POC / VAH / VAL, or
• quote activity with Activity Peak.

PROFILE OFF hides the profile and gives more horizontal space to the footprint.

DIAGNOSTICS

The DIAG panel provides a read-only technical snapshot including:
• detected semantic mode and classification reason
• broker, server and symbol
• session and tick statistics
• directional coverage
• cache state and stored sessions
• data coverage
• POC / VAH / VAL when available
• Activity Peak when applicable

The diagnostics panel is also useful when contacting support.

MAIN INPUTS

Workspace
• History preload (minutes) — amount of recent history requested when the product starts.
• Session start / Session end — broker-server-time session window. 00:00 / 00:00 represents a full broker day.
• Value Area (%) — percentage used for VAH / VAL calculation when traded-volume semantics are available.
• Stored sessions — choose 7, 30 or 90 days of local session retention.

Performance (Advanced)
• Tick batch size — maximum tick batch requested during processing.
• Processing timer — internal processing interval.
• Workspace refresh target — target refresh interval for the visual workspace.
• Persistence interval — controls how often session state is saved.
• Diagnostics refresh interval — controls the refresh frequency of the DIAG view.

Feed Classification (Advanced)
• Minimum trade-like ticks for classification — minimum observation count before directional capability can be accepted.
• Minimum directional coverage — required percentage of reliable directional observations.

Support / Diagnostics
• Create support capture files — disabled by default; enable only when a support capture is required.
• Support capture tag — optional identifier for support runs.
• Support snapshot interval — frequency of support snapshots.
• Support capture duration — maximum duration of the support capture.
• Maximum support file size — maximum support capture file size.
• Run internal startup regression tests — disabled by default; intended for technical validation and support.
• Verbose support journal — disabled by default; enables additional technical logging.

IMPORTANT INFORMATION

Order Flow Footprint Workspace depends on the tick information supplied by MetaTrader 5 and your broker. Feature availability can therefore differ between brokers, servers, symbols and asset classes.

A broker that supplies reliable directional trade flags can expose richer order-flow information than a broker that supplies only quote updates or ambiguous Last/Volume fields.

Historical sessions can only contain data that was available from the broker and collected by the workspace.

This product is an analysis and visualization utility. It does not place, modify or close trades, does not provide trading signals and does not guarantee trading results.
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Trade Indicator Assistant   is a powerful MT5 utility designed to turn indicators into automated trading systems. Its main feature is the ability to automatically detect an indicator’s   BUY and SELL signal buffers , without requiring you to know the buffer numbers, search through indicator settings, or modify the indicator source code. Bonus Indicator:   After purchasing Trade Indicator Assistant, contact me to receive   Trade Signal Pro   completely free as a bonus indicator. [Download Demo V
Premium Trade Manager - Il pannello di trading con un coach integrato Premium Trade Manager porta un coach di trading direttamente nel tuo grafico, con un motore di esecuzione completo al di sotto. Imposta il trade come fai sempre, poi lascia che Max, il tuo coach di trading IA, legga esattamente quel setup rispetto al tuo conto live e ti dia un verdetto chiaro prima che tu confermi: lo stop rispetta un approccio disciplinato, il rischio è ragionevole, c'è un evento ad alto impatto tra pochi min
EA Overfitter
Stephen J Martret
5 (1)
That backtest looks great. But will it still be making money tomorrow, next week, next month? EA Overfitter re-runs your EA on 100 price histories it has never seen. One score tells you if the edge is real. A backtest tells you what an EA did on one price history — the one that happened to occur. What you cannot tell from it is how much of that result was the strategy and how much was the particular path. EA Overfitter answers that. It builds up to 100 synthetic price histories your EA has n
Trade Manager DaneTrades
Levi Dane Benjamin
4.23 (30)
Trade Manager per aiutarti a entrare e uscire rapidamente dalle operazioni calcolando automaticamente il tuo rischio. Incluse funzionalità che ti aiutano a prevenire l'eccessivo trading, il vendetta trading e il trading emotivo. Le operazioni possono essere gestite automaticamente e i parametri di performance del conto possono essere visualizzati in un grafico. Queste caratteristiche rendono questo pannello ideale per tutti i trader manuali e aiuta a migliorare la piattaforma MetaTrader 5. Suppo
Anchor Trade Manager
Kalinskie Gilliam
5 (9)
Your EAs cannot see each other, but Anchor can. Anchor gives you one place to coordinate your EAs, manage risk, and decide when trading is allowed. It works alongside the trading bots you already use without any changes to them. The Problem One EA opens a trade. Then another starts trading. The next thing you know, you wake up to multiple grids built across your account. Each EA may be doing exactly what it was designed to do, but together they can place far more risk on your account than you in
Astro Trade MT5
Indra Maulana
5 (8)
25% discount on the release of the tool: only for the next 3 buyers Send a message to receive a demo version. AstroTrade Trading Assistant AstroTrade is a comprehensive multi-functional trading utility developed for the MetaTrader 5 platform. It integrates essential tools for trade execution, risk management, and technical monitoring into a single unified interface. The application is designed to assist traders in managing their daily operations through a visual and structured environment. Vi
Trade Dashboard MT5
Fatemeh Ameri
4.94 (135)
Trade Dashboard simplifies how you open, manage, and control your trades, with built-in lot size calculation. It allows you to execute trades, manage risk, and control positions directly on the chart, with tools such as partial close, breakeven, and trailing stop. Designed to reduce manual work and help you stay focused on your trading decisions. A demo version is available for testing. Detailed explanations of features are provided within the MQL5 platform. Installation instructions are include
VirtualTradePad One Click Trading Panel
Vladislav Andruschenko
4.59 (74)
Pannello di trading per MetaTrader 5 — controllo professionale del trading in un clic dal grafico e dalla tastiera Un pannello di trading avanzato progettato per trader attivi, pensato per aprire, gestire e chiudere operazioni molto più velocemente rispetto all’interfaccia standard di MetaTrader. Questa soluzione è dedicata a chi desidera controllare posizioni, ordini pendenti, profitto totale ed esecuzione da un unico spazio di lavoro professionale. Non si tratta di un semplice utilitario. È u
Daily Trading Limiter
AL MOOSAWI ABDULLAH JAFFER BAQER
5 (8)
• Please test the product in the Strategy Tester before purchasing to understand how it works. • If you face any issues, contact me via private message—I’m always available to help. • After purchase, send me a screenshot of your order to receive a FREE EA as a gift. Daily Trading Limiter — the rule you cannot break Every trader knows the number. Three trades. Two percent. One bad day and stop. And every trader has watched themselves take the fourth trade anyway. The problem was never knowing th
Altri dall’autore
Safety First Trade Manager Safety First Trade Manager is a manual trade planning and position management utility for MetaTrader 5. It helps you define Entry, Stop Loss, Take Profit and risk before sending an order, while keeping every execution decision under your direct control. It does not generate trading signals and does not trade automatically. Quick Start Install Safety First Trade Manager from MetaTrader Market and attach it to the chart you want to trade. Enable Algo Trading in MetaTrad
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